V-Lab
Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:13.05% (-0.48%)
Analysis last updated: Saturday, October 5, 2024 at 02:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 17.82 | |
| 0.0471 | 17.16 | |
| 0.8479 | 232.10 | |
| 0.1335 | 18.12 |
Estimation Period:
Jan 1, 1990 to May 10, 2024
Jan 1, 1990 to May 10, 2024
News Impact Curve
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